Fantasies are different from reality, my real life tastes are grounded in my morals (something my fantasies get to ignore

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I've never done the group thing in real life and I'm really not sure if I would be OK with it even if my GF was, Real life comes with consequences, thinking about those would steal focus away from whatever enjoyment I might otherwise get from the act.
In your fantasies you never need to worry if you are hurting anyone, fictional characters don't feel pain, fear, depression etc, it gives you license to be as selfish as you like. That's why so many of my fantasies are on the darker end of the spectrum, it's stuff I'd never explore otherwise.